+634.5%
MRNA vs HST
+61.9%
+572.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.7% |
| 7D | -8.2% | +0.7% | -8.9% | -8.3% |
| 30D | +125.6% | -0.7% | +126.2% | +126.2% |
| 3M | +197.1% | -4.0% | +201.1% | +199.4% |
| 6M | +148.5% | +20.7% | +127.8% | +141.4% |
| YTD | +363.3% | +31.0% | +332.2% | +345.0% |
| 1Y | +462.0% | +36.2% | +425.8% | +436.9% |
| 3Y | +26.9% | +66.6% | -39.7% | +19.9% |
| 5Y | -69.6% | +75.8% | -145.4% | -70.6% |
| All | +634.5% | +61.9% | +572.6% | +672.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling